The way Gilgamesh invokes Gate of Babylon in Episode 1 did have some awesome to it.
Shirou gets one later in the episode when he traces Caliburn and slices the Grail in half, complete with excellent music during the buildup. Of course, the fact that it gets subverted to hell and leads in to the events of the next episode make it all that much funnier in the end.
The entirety of Episode 8 for the simple reason that every segment features- and focuses on- a different incarnation of Saber. And everyone knows that she's awesome incarnate.
Special props for Saber Alter turning Gilgamesh into her dominated boy toy... And the arrogant and proud King of Heroes liking it.
And that's made even better when comparing their Charisma stats.
For the record, Saber has B Charisma as Saber and E as Saber Alter, whereas Gilgamesh has A+ Charisma (apparently heīs so charming itīs considered a curse, similar to Diarmuidīs Mystic Face.)
Even if it was just for laughs, in Episode 5, Berserker still single-handedly won the Holy Grail War...while out shopping for batteries.
Phantasmoon: The Movie. Phantasmoon and Kaleido-Ruby joining forces to defeat a giant, monstrous Ilya... By summoning an equally giant Neko-Phantasmoon.
After being the universe's go to guy for being kicked around Lancer gets a chance to go back in time and undo his many deaths in episode 11. He defies death in increasingly badass ways among the things he does include: Throwing his spear to stop a lightning bolt, kicking Shinji into the horizon and breaking swords from Gate of Babylon.
Best of all, Just when you think Lancer dies in that episode due to the events of episode two, HE REACHES OUT OF HIS OWN GRAVE just to show that, no, Lancer did not die. That is a magnificent triple subversion of the show's Running Gag.
"Hello, this is Sajou..."
Let's see. male Saber. The protagonist's house looking exactly like the one from Witch on the Holy Night. The slimy priest being basically there. Lancer being basically all there. The Grail being basically all there, twist-wise. A red-clad girl, seen only from the back, more than reminding of a certain twin-tailed tsundere. Prototype Ilya in love with male Saber. The protagonist taking off her glasses to activate her power (remember, this is pre-Tsukihime). Excalibur firing into space. Oh, and Archer with the personality of Gilgamesh, and the powers of both him and Heroic Spirit Emiya. Are you enough of a Game Breaker now, Gil?!
Finally getting to see Shiki utilize his Mystic Eyes of Death Perception not once, but twice in episode 12.
Saber and Shirou winning the race in episode 9.
Even before that, there's Archer keeping balance on the back of a moving car while firing all kinds of weapons at Gilgamesh.
Rider's overtaking the rest of the group while riding double on a "Granny Bike," delivering a Badass Boast and even drawing a sincere compliment from Shinji in the process.
The ways Heaven's Feel 5 plays out as a whole in Episodes 1 and 9 are quite awesome in their own way. The writers took one a dark and bloody conflict that could have resulted in the deaths countless people, turned it into different venues that still allow the characters to be themselves, and it works!
Same with episode 2 by successfully implementing the mechanics of Melty Blood into a volleyball game.
Even though it was doomed to fail from the beginning, Shiki and Shirou still go all out to make their date plan work as much as possible in episode 12, complete with quick thinking and massive improvising. Had Shiki remembered his date with Sion, they might have even been able to pull it off in the end despite being cornered.
Props to Sakura for figuring out Shirou's actions ahead of time (most likely from hearing him talk to Rin after he closed her into the theater) and not only following him around, but arriving at each destination beforehand and remaining completely undetected! Especially evident as she ends up "hiding" more and more out in the open as the day progresses and Shirou gets more and more exhausted.